Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,201.0 |
4,179.0 |
-22.0 |
-0.5% |
4,280.0 |
High |
4,224.0 |
4,180.0 |
-44.0 |
-1.0% |
4,283.0 |
Low |
4,186.0 |
4,130.0 |
-56.0 |
-1.3% |
4,204.0 |
Close |
4,220.0 |
4,141.0 |
-79.0 |
-1.9% |
4,218.0 |
Range |
38.0 |
50.0 |
12.0 |
31.6% |
79.0 |
ATR |
48.6 |
51.5 |
3.0 |
6.1% |
0.0 |
Volume |
28,844 |
46,962 |
18,118 |
62.8% |
124,217 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,300.3 |
4,270.7 |
4,168.5 |
|
R3 |
4,250.3 |
4,220.7 |
4,154.8 |
|
R2 |
4,200.3 |
4,200.3 |
4,150.2 |
|
R1 |
4,170.7 |
4,170.7 |
4,145.6 |
4,160.5 |
PP |
4,150.3 |
4,150.3 |
4,150.3 |
4,145.3 |
S1 |
4,120.7 |
4,120.7 |
4,136.4 |
4,110.5 |
S2 |
4,100.3 |
4,100.3 |
4,131.8 |
|
S3 |
4,050.3 |
4,070.7 |
4,127.3 |
|
S4 |
4,000.3 |
4,020.7 |
4,113.5 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.0 |
4,424.0 |
4,261.5 |
|
R3 |
4,393.0 |
4,345.0 |
4,239.7 |
|
R2 |
4,314.0 |
4,314.0 |
4,232.5 |
|
R1 |
4,266.0 |
4,266.0 |
4,225.2 |
4,250.5 |
PP |
4,235.0 |
4,235.0 |
4,235.0 |
4,227.3 |
S1 |
4,187.0 |
4,187.0 |
4,210.8 |
4,171.5 |
S2 |
4,156.0 |
4,156.0 |
4,203.5 |
|
S3 |
4,077.0 |
4,108.0 |
4,196.3 |
|
S4 |
3,998.0 |
4,029.0 |
4,174.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,256.0 |
4,130.0 |
126.0 |
3.0% |
47.6 |
1.1% |
9% |
False |
True |
32,105 |
10 |
4,283.0 |
4,130.0 |
153.0 |
3.7% |
42.4 |
1.0% |
7% |
False |
True |
27,817 |
20 |
4,286.0 |
4,130.0 |
156.0 |
3.8% |
41.4 |
1.0% |
7% |
False |
True |
25,607 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.5% |
43.0 |
1.0% |
46% |
False |
False |
23,761 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.4% |
41.1 |
1.0% |
51% |
False |
False |
20,237 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
34.9 |
0.8% |
42% |
False |
False |
15,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,392.5 |
2.618 |
4,310.9 |
1.618 |
4,260.9 |
1.000 |
4,230.0 |
0.618 |
4,210.9 |
HIGH |
4,180.0 |
0.618 |
4,160.9 |
0.500 |
4,155.0 |
0.382 |
4,149.1 |
LOW |
4,130.0 |
0.618 |
4,099.1 |
1.000 |
4,080.0 |
1.618 |
4,049.1 |
2.618 |
3,999.1 |
4.250 |
3,917.5 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,155.0 |
4,187.0 |
PP |
4,150.3 |
4,171.7 |
S1 |
4,145.7 |
4,156.3 |
|